Markets/TERM_2Y3M_COMPUTED

Macro

TERM_2Y3M_COMPUTED

$0.54Closed

US Curve Slope (2Y-3M)

Session

Open
$0.54
High
$0.54
Low
$0.54
Close
$0.54

Change

Chg
$0.01
% Chg
+1.89%

Prior

Prev close
$0.53

52-week

Low
-$0.61
High
$0.68
Range
-$0.61 - $0.68

Regime historical context

Historically, what happened when this symbol entered its current regime,

15m1h4h

Regime (1d)

Storm Warning

Market stress: 71.2%(elevated)

In this regime now (1d): 2 1d bars (2 days)

Times entered this regime (1d): 44

US Curve Slope (2Y-3M) has entered Storm Warning 44 times in historical data. At 180 bars, it went on to rise a median of 2.4% (mean +42.9%) — positive 50% of the time.

Confidence: Moderate — Based on 42 historical occurrences at the 180-bar horizon.

At 180 bars: median +2.4% · split evenly — positive and negative in equal measure · worst case -185.0%

Watch for: historically, US Curve Slope (2Y-3M) exited Storm Warning within 10 bars in 51% of cases — most commonly transitioning toward Storm Warning.

5 bars47%positiven=43
10 bars65%positiven=43
21 bars58%positiven=43
30 bars49%positiven=43
90 bars40%positiven=43
180 bars50%positiven=42